As the super-Brownian motion is a \(B(A,c)\) -superprocess, the process \(M(\phi )\)  in the martingale problem gives rise to a martingale measure in the sense of [1]} which we denote by \(M_X\) . This martingale measure is defined on \(\Omega \times \mathcal {B}[0,T] \times \mathcal {E}\)  and plays in a crucial role in the Itō-formulas presented in [2]} as well as the results introduced below.
